#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Times;
using Cephei.QL.Indexes;
using Cephei.QL.Termstructures;
namespace Cephei.QL.Instruments
{
     // <summary> 
	// ! This class provides a more comfortable way to instantiate standard market swap.
	// </summary>
    [Guid ("7009BB02-6EA6-4a5d-83F6-4FB62A59F4E0"),ComVisible(true)]
	public interface IMakeVanillaSwap 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Cephei.QL.Instruments.IMakeVanillaSwap ReceiveFixed(Microsoft.FSharp.Core.FSharpOption<Boolean> flag);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithDiscountingTermStructure(Cephei.QL.Termstructures.IYieldTermStructure discountingTermStructure);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithEffectiveDate(DateTime effectiveDate);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFixedLegCalendar(Cephei.QL.Times.ICalendar cal);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFixedLegConvention(QL.Times.BusinessDayConventionEnum bdc);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFixedLegDayCount(Cephei.QL.Times.IDayCounter dc);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFixedLegEndOfMonth(Microsoft.FSharp.Core.FSharpOption<Boolean> flag);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFixedLegFirstDate(DateTime d);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFixedLegNextToLastDate(DateTime d);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFixedLegRule(QL.Times.DateGeneration.RuleEnum r);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFixedLegTenor(Cephei.QL.Times.IPeriod t);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFixedLegTerminationDateConvention(QL.Times.BusinessDayConventionEnum bdc);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFloatingLegCalendar(Cephei.QL.Times.ICalendar cal);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFloatingLegConvention(QL.Times.BusinessDayConventionEnum bdc);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFloatingLegDayCount(Cephei.QL.Times.IDayCounter dc);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFloatingLegEndOfMonth(Microsoft.FSharp.Core.FSharpOption<Boolean> flag);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFloatingLegFirstDate(DateTime d);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFloatingLegNextToLastDate(DateTime d);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFloatingLegRule(QL.Times.DateGeneration.RuleEnum r);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFloatingLegSpread(Double sp);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFloatingLegTenor(Cephei.QL.Times.IPeriod t);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithFloatingLegTerminationDateConvention(QL.Times.BusinessDayConventionEnum bdc);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithNominal(Double n);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithRule(QL.Times.DateGeneration.RuleEnum r);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithTerminationDate(DateTime terminationDate);
        
		 Cephei.QL.Instruments.IMakeVanillaSwap WithType(QL.Instruments.VanillaSwap.TypeEnum type);
    }

    // <summary> 
	// ! This class provides a more comfortable way to instantiate standard market swap. Factory
	// </summary>
   	[ComVisible(true)]
    public interface IMakeVanillaSwap_Factory // : Collection_Factory<IMakeVanillaSwap, ICell<IMakeVanillaSwap>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IMakeVanillaSwap Create (Cephei.QL.Times.IPeriod swapTenor, Cephei.QL.Indexes.IIborIndex iborIndex, Microsoft.FSharp.Core.FSharpOption<Double> fixedRate, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IPeriod> forwardStart);
    }
}

